Pages that link to "Item:Q1600526"
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The following pages link to Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526):
Displayed 6 items.
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- The optimal portfolios based on a modified safety-first rule with risk-free saving (Q2515269) (← links)
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392) (← links)
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)